+29.3%
KORU vs EPAM
+403.4%
-374.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.4% | +15.8% | +14.6% |
| 7D | +13.0% | +2.0% | +11.0% | +11.9% |
| 30D | +27.3% | +6.5% | +20.8% | +22.8% |
| 3M | -55.3% | +19.9% | -75.2% | -62.4% |
| 6M | +11.6% | -16.9% | +28.5% | +11.5% |
| YTD | +158.5% | -42.9% | +201.4% | +205.0% |
| 1Y | +482.2% | -30.4% | +512.5% | +507.2% |
| 3Y | +471.9% | -54.7% | +526.6% | +622.4% |
| 5Y | +41.1% | -81.8% | +123.0% | +156.6% |
| 10Y | +80.2% | +65.5% | +14.7% | -8.0% |
| All | +29.3% | +403.4% | -374.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling